-37.0%
APP vs TMF
-22.9%
-14.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.0% | +9.9% |
| 7D | +71.2% | +1.2% | +70.0% | +70.7% |
| 30D | +39.1% | +19.7% | +19.3% | +32.9% |
| 3M | +16.5% | -2.1% | +18.6% | +16.9% |
| 6M | -16.6% | -13.4% | -3.1% | -16.0% |
| YTD | -41.9% | -16.7% | -25.2% | -41.3% |
| 1Y | -37.0% | -23.3% | -13.7% | -36.5% |
| All | -37.0% | -22.9% | -14.2% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling